Implementing a Kalman Filter in Postgres
Clean up noisy data directly in your database using SQL functions, recursive queries, and aggregates Modern GPS datasets are notoriously noisy: satellites drift, buildings scatter signals, and consumer devices introduce frequent errors. When working with millions of position samples from vehicles, smartphones, or IoT devices, this noise makes analysis unreliable. Routes jump, tracks zigzag, and outliers distort aggregates. The Kalman Filter is the standard technique for smoothing such data. Tr